ENGLISH

Elliptic Boundary Value Problems and Construction of Lp-Strong Feller Processes with Singular Drift and Reflection

By Benedict Baur (auth.)

Book information

Publisher
Springer Spektrum
Year
2014
ISBN
978-3-658-05828-9, 978-3-658-05829-6
DOI
10.1007/978-3-658-05829-6
Language
english
Format
PDF
Filesize
2 MB (1728047 bytes)
Edition
1
Pages
198\203
Time added
2014-06-12 06:00:00
Analysis; Probability Theory and Stochastic Proces

Description

Benedict Baur presents modern functional analytic methods for construction and analysis of Feller processes in general and diffusion processes in particular. Topics covered are: Construction of Lp-strong Feller processes using Dirichlet form methods, regularity for solutions of elliptic boundary value problems, construction of elliptic diffusions with singular drift and reflection, Skorokhod decomposition and applications to Mathematical Physics like finite particle systems with singular interaction. Emphasize is placed on the handling of singular drift coefficients, as well as on the discussion of point wise and path wise properties of the constructed processes rather than just the quasi-everywhere properties commonly known from the general Dirichlet form theory.

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